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Performance

The JCClark Focused Opportunities Fund Offshore was launched in June 2005.

Since inception the fund has generated strong risk-adjusted returns and demonstrated a low correlation to equity indices.

Monthly Fund Returns

Since inception

 

JAN

FEB

MAR

APR

MAY

JUN

JUL

AUG

SEP

OCT

NOV

DEC

YTD

 

2005

-

-

-

-

-

0.72

3.62

0.93

3.43

-3.43

2.86

3.68

12.21

 

2006

3.78

-0.86

3.66

1.02

-0.28

-1.41

0.07

1.22

-1.40

1.97

1.86

1.72

11.76

 

2007

0.62

3.94

0.73

1.44

1.38

2.48

3.41

0.27

1.23

1.99

0.48

0.75

20.31

 

2008

-2.70

1.39

0.00

-1.52

-1.83

1.34

0.83

-0.68

-2.05

-3.50

-2.99

1.15

-10.22

 

2009

1.51

-4.16

4.62

2.40

4.15

-1.28

-0.05

0.78

1.63

2.00

0.74

0.68

13.49

 

2010

1.45

1.57

0.34

-0.06

-1.10

-0.92

-0.41

-

-

-

-

-

0.84

 

Relative Performance

Cumulative returns of the fund against its benchmark (since inception)

Return Analysis

Comparison of return statistics of the fund against its benchmark

 

Focused Opportunities Offshore Ltd

Benchmark

Avg. Monthly Return (since incep.)

0.73%

0.44%

Months with Positive 1-year Return

80.39%

72.55%

Months with Negative 1-year Return

19.61%

27.45%

Annualized Returns

 

 

Since Inception

8.86%

3.91%

1 Year

6.85%

8.60%

2 Year

2.68%

-7.17%

Best Month

4.62%

11.21%

Worst Month

-4.16%

-16.93%

Best 12 Month Return

23.14%

43.17%

Worst 12 Month Return

-11.47%

-40.19%

Advancing Months

67.74%

62.90%

Declining Months

32.26%

37.10%

Risk Management

Comparison of volatility statistics of the fund against its benchmark

 

Focused Opportunities Offshore Ltd

Benchmark

Annualized Standard Deviation

Since Inception

6.85%

16.90%

Last 12 Months

3.53%

13.93%

Kurtosis

-0.05

2.47

Skewness

-0.30

-1.10

Up Months

Average Monthly Return

1.81%

3.42%

Standard Deviation

1.22%

2.25%

Down Months

Average Monthly Return

-1.61%

-4.60%

Standard Deviation

1.23%

3.99%

Sharpe Ratio (4%)

Since Inception

0.71

-0.01

Last 12 Months

0.81

0.33

Largest Peak to Valley Drawdown

-12.66%

-44.80%
* The benchmark used for the JCClark Focused Opportunities Fund Offshore is the S&P/TSX Composite Index
 

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